On moments and tail behaviors of storage processes

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dc.contributor	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.contributor.author	Kohatsu, Arturo
dc.contributor.author	Yamazato, Makoto
dc.date	2003-04-01
dc.identifier.citation	https://econ-papers.upf.edu/ca/paper.php?id=673
dc.identifier.citation	Journal of Applied Probability, 20, (2003), pp. 1069-1086
dc.identifier.uri	http://hdl.handle.net/10230/836
dc.format	application/pdf
dc.language.iso	eng
dc.relation	Economics and Business Working Papers Series; 673
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights	info:eu-repo/semantics/openAccess
dc.rights	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject	Statistics, Econometrics and Quantitative Methods
dc.subject	dam process
dc.subject	storage process
dc.subject	subordinator
dc.subject	submultiplicative functions
dc.subject	subexponentialiity
dc.title	On moments and tail behaviors of storage processes
dc.type	info:eu-repo/semantics/workingPaper